Scholars Bulletin (SB)
Volume-4 | Issue-12 | Scholars Bulletin, 2018; 4(12): 894-898
Research Article
The Compare of Two Different Non-Monotone Strategies for Solving the Derivative-Free Wedge Trust-Region Method
Fenghua Liu, Qinghua Zhou
Published : Dec. 30, 2018
Abstract
In this paper, we compare the difference of non-monotone strategies to solve the wedge trust region method for derivative-free optimization. The wedge trust region method based on traditional trust region which is designed for derivative-free problems. Considering the effectiveness of the non-monotone strategy compared with monotone ones, we combined the non-monotone strategy into wedge trust region methods. The computational results show that the both two strategies have their respective advantages.